PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-13 20:24:49.271700+00:00 (UTC)
In US/Central Time, this is 2024-03-13 15:24:49.271700-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897794 -0.476537 0.085318 -0.006961 0.546067 0.254913
1997-01-03 -0.886086 -0.476537 -0.156442 0.008564 0.745623 0.205767
1997-01-06 -0.882184 -0.476537 -0.065030 -0.014723 0.778496 0.269694
1997-01-07 -0.882184 -0.455704 -0.129980 -0.045772 0.838116 0.383279
1997-01-08 -0.893892 -0.455704 -0.022932 -0.084584 0.786157 0.496472
... ... ... ... ... ... ...
2024-03-06 -0.815839 -1.528618 -0.713332 1.669701 1.123642 -0.203250
2024-03-07 -0.815839 -1.497368 -0.720549 1.809423 1.132966 -0.250810
2024-03-08 -0.819741 -1.476535 -0.684465 1.871521 1.023184 -0.227822
2024-03-11 -0.819741 -1.497368 -0.626731 1.871521 0.924885 -0.175506
2024-03-12 -0.843157 -1.507785 -0.792716 1.817185 1.034909 0.037325

7185 rows × 6 columns

../_images/428685282f3285e08e612c9cc9d435185abf1154c2ac223abe64a1192bd7cf48.png
pc1
DATE
1997-01-02   -0.579667
1997-01-03   -0.685894
1997-01-06   -0.668773
1997-01-07   -0.705178
1997-01-08   -0.674822
                ...   
2024-03-06   -1.512204
2024-03-07   -1.532302
2024-03-08   -1.511438
2024-03-11   -1.486996
2024-03-12   -1.590835
Name: PC1, Length: 7185, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../_images/74c003a65d1270afef509d8873e96e3ee4c0dce566c27ec8f4b495a75257a48e.png
fig = px.line(pc1)
fig.show()
../_images/1b32da8f2dbc55741680b19a84128ef1184b9914736fec978723eea470fbe63b.png